Why doesn't the set NPC Z command exist?
For those of you who don't understand what "Z" means in this context, it represents height off the ground. Heroes and NPCs each have a Z position. The Z value is the number of pixels UP that the hero/NPC is drawn relative to the tile they are actually standing on.
Maps also have a "foot offset" off the ground, which is subtracted from the Z position for all the NPCs and heroes. If you want to modify this instead, use set foot offset.